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Hedging performance and basis...
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Kapitalanlage Portefeuilleplanung
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Levy, Haim
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Blume, Marshall E.
5
Boyle, Phelim P.
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Chen, Son-Nan
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Hawawini, Gabriel A.
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Conference 'The Industrial Organization of Futures Markets, Structure and Conduct' <1982, New York, NY>
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Industry Research Seminar, Chicago Board of Trade, November 1981
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Subcommittee on Domestic Marketing and Consumer Relations of the Committee on Agriculture, House of Representatives, 92. Congr., 2. sess.
1
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1
Suomen Pankki
1
U. S. Department of Agriculture, Commodity Exchange Authority
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Journal of financial and quantitative analysis : JFQA
129
The journal of finance : the journal of the American Finance Association
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Journal of financial economics
67
Journal of banking & finance
39
The journal of business : B
30
The American economic review
23
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17
Journal of political economy
17
Management science : journal of the Institute for Operations Research and the Management Sciences
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Economics letters
16
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Review of business and economic research : RBER ; a publication of the Division of Business and Economic Research, College of Business Administration, University of New Orleans
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
14
Geld, Banken und Versicherungen : Beiträge zum ... Symposium Geld, Banken und Versicherungen
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Financial management
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Review of research in futures markets : publ. three times a year by the Chicago Board of Trade in coop. with the Chicago Board of Trade Foundation
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The journal of financial research
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The financial review : the official publication of the Eastern Finance Association
12
The review of economics and statistics
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Southern economic journal
11
American journal of agricultural economics
10
Food Research Institute studies
10
Research in finance
10
Handbook of futures markets : Commodity, financial, stock index, and options
9
Jahrbücher für Nationalökonomie und Statistik
9
Journal of economic theory
9
Journal of international economics
9
Readings in investment management
9
The quarterly review of economics and business : journal of the Midwest Economics Association
9
Financial analysts' journal : FAJ
8
Journal of money, credit and banking : JMCB
8
Research working papers / Institut Européen d'Administration des Affaires
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The accounting review : a publication of the American Accounting Association
8
The quarterly journal of economics
8
Decision sciences : DS
7
Der Betrieb
7
Management international review : mir ; journal of international business
7
The journal of risk and insurance : the journal of the American Risk and Insurance Association
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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111
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1
Risk and return of long and short option portfolios using the Black scholes model
French, Dan W.
;
Henderson jr., Glenn V.
- In:
Review of business and economic research : RBER ; a …
19
(
1983
)
1
,
pp. 56-66
Persistent link: https://www.econbiz.de/10002163907
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2
Portofolio strategies using treasury bond options and futures
Draper, Dennis W.
;
Hoag, James W.
- In:
Review of research in futures markets : publ. three …
2
(
1983
)
1
,
pp. 99-108
Persistent link: https://www.econbiz.de/10002089882
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3
A contingent-claims valuation of convertible securities
Ingersoll jr., Jonathan E.
- In:
Journal of financial economics
4
(
1977
)
3
,
pp. 289-322
Persistent link: https://www.econbiz.de/10003162207
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4
New evidence of the effectiveness of portfolio hedges in currency forward markets
Johnson, L. J.
;
Walther, C. H.
- In:
Management international review : mir ; journal of …
24
(
1984
)
2
,
pp. 15-23
Persistent link: https://www.econbiz.de/10003163902
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5
The effect of forward markets on the debt-equity mix of investor portfolios and the optimal capital structure of firms
Titman, Sheridan
- In:
Journal of financial and quantitative analysis : JFQA
20
(
1985
)
1
,
pp. 19-27
Persistent link: https://www.econbiz.de/10002906387
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6
Efficient asset portfolios and the theory of normal backwardation
Carter, Colin A.
- In:
Journal of political economy
91
(
1983
)
2
,
pp. 319-331
Persistent link: https://www.econbiz.de/10001979209
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7
The returns and risk of alternative call option portfolio investment strategies
Merton, Robert C.
;
Scholes, Myron S.
;
Gladstein, Mathew L.
- In:
The journal of business : B
51
(
1978
)
2
,
pp. 183-242
Persistent link: https://www.econbiz.de/10002480842
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8
Approximate option valuation for arbitrary stochastic processes
Jarrow, Robert
;
Rudd, Andrew
- In:
Journal of financial economics
10
(
1982
)
3
,
pp. 347-369
Persistent link: https://www.econbiz.de/10003071419
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9
Options on the minimum or the maximum of two risky assets : analysis and applications
Stulz, René M.
- In:
Journal of financial economics
10
(
1982
)
2
,
pp. 161-185
Persistent link: https://www.econbiz.de/10002884715
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10
The effect on portfolio performance of certain call option strategies
Ryan, Peter Christopher
-
1977
Persistent link: https://www.econbiz.de/10002717490
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